How can I see matcap when I play a game?
Matcaps are a viewport shading feature that doesn't exist in the game engine. Note that matcaps are applied the same to every object in the scene which is normally not what you want in a game.

You can however use the matcap images used by blender (or from other sources) in your textures which can then be used in the game engine. This question shows the settings needed for both Blender Internal and Cycles.